> unless you were okay with Russia reading your messages
This is not an empty accusation, there's been several stories which could not be explained by anything else than FSB having access to Telegram. That said, however, it's only FSB. There hasn't been a single suspicious act like that on behalf of Russian police, so we can assume that this access is only used in exceptional cases. So, unless you believe that Russian intelligence is targeting you personally, you're safe.
This is not an empty accusation, there's been several stories which could not be explained by anything else than FSB having access to Telegram. That said, however, it's only FSB. There hasn't been a single suspicious act like that on behalf of Russian police, so we can assume that this access is only used in exceptional cases. So, unless you believe that Russian intelligence is targeting you personally, you're safe.